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Abstract:Safety-critical multi-agent systems, from cooperative guidance to collision avoidance, must often reach a coordinated decision by a hard deadline rather than merely converge to one eventually. This paper proposes the first fully distributed algorithm that solves the generalized Nash equilibrium (GNE) problem, a non-cooperative game with shared coupling constraints and general cost coupling, at a user-prescribed time $T$ independent of initial conditions. The foundation is a centralized, prescribed-time result built on the optimization Lyapunov function framework and implemented via unnormalized Hessian-gradient feedback, chosen because, unlike the Newton and normalized Hessian-gradient realizations, it naturally splits into per-agent computations. Distributing this feedback requires each agent to run three coupled processes simultaneously: a prescribed-time observer of the global state, a local optimization law, and a dual-consensus mechanism that enforces the shared multipliers of the variational GNE. Their simultaneous operation is the core difficulty, as the optimization continually displaces the states the observers track, while estimation errors corrupt the gradients that drive the optimization. We resolve this coupling with a multi-rate gain schedule whose observer and dual-consensus layers contract strictly faster than the optimization layer, so that every error component vanishes exactly at $T$. A Fischer-Burmeister reformulation keeps the design projection-free while enforcing the constraints at the deadline. Numerical results for a Cournot game and a time-critical sensor-coverage problem validate the approach and demonstrate its use as a solver-in-the-loop for time-critical autonomy.

Submission history

From: Liraz Mudrik [view email]
[v1] Tue, 17 Mar 2026 17:59:32 UTC (7,521 KB)
[v2] Sat, 21 Mar 2026 13:41:46 UTC (7,525 KB)
[v3] Wed, 17 Jun 2026 23:18:54 UTC (2,858 KB)